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Apr 28, 2017 at 13:57 comment added Dirk Well, OP minimizes over a constraint set $E$, i.e. seeking the "closest distribution to $p$ that comes from $E$". Makes sense to me.
Apr 28, 2017 at 12:36 comment added Paul Siegel I'm a little confused: isn't $D(q || p)$ minimized at $q = p$ since $p \log \frac{p}{p} = 0$? Isn't it more normal to maximize KL-divergence?
Apr 28, 2017 at 11:47 answer added Dirk timeline score: 5
Apr 28, 2017 at 3:10 history asked Sung-En Chiu CC BY-SA 3.0